Similar Search Results

Central bank purchases of government bonds

Huber, Samuel; Kim, Jaehong - 2015

We develop a dynamic general equilibrium model to analyze the effects of central bank purchases of government bonds by investigating the following three questions: Under what conditions are these purchases socially desirable, what incentive problems do they mitigate, and how large are these...

Persistent link: https://www.econbiz.de/10011389605

Central bank purchases of government bonds

Huber, Samuel; Kim, Jaehong - 2015

We develop a microfounded model, where agents have the possibility to trade money for government bonds in an over-the-counter market. It allows us to address important open questions about the effects of central bank purchases of government bonds, these being: under what conditions these...

Persistent link: https://www.econbiz.de/10010518714

Bond supply, price drifts and liquidity provision before central bank announcements

Lou, Dong; Pintér, Gábor; Üslü, Semih - 2022

Persistent link: https://www.econbiz.de/10013536321

Pre-trade transparency in over-the-counter bond markets

Chen, Fan; Zhong, Zhuo - In: Pacific-Basin finance journal 45 (2017), pp. 14-33

Persistent link: https://www.econbiz.de/10011800801

Il mercato telematico dei titoli di Stato (MTS) : assetto istituzionale, liquidità e problemi strutturali

Rindi, Barbara - In: Rivista di politica economica 89 (1999) 7, pp. 41-92

Persistent link: https://www.econbiz.de/10001432349

Repo market frictions and intermediation in electronic bond markets

Valseth, Siri - 2023

Persistent link: https://www.econbiz.de/10014312102

German bond yields and debt supply : is there a "bund premium"?

Paret, Anne-Charlotte; Weber, Anke - 2019

sovereign safe assets and German government bonds adjusted for sovereign credit risk, liquidity and swap market frictions. A …, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …

Persistent link: https://www.econbiz.de/10012154614

Special issue on the bond and money markets

2014

Persistent link: https://www.econbiz.de/10010391740

Yield curve construction : a note on the Moldovan bond market

Speian, Olesea; Ganea, Victoria; Kyriakopoulos, Constantinos - In: Bulletin of applied economics 9 (2022) 1, pp. 137-146

Persistent link: https://www.econbiz.de/10013407309

The impact of liquidity on in ation-linked bonds : a hypothetical indexed bonds approach

Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - 2014

are costly and basically characterized by low liquidity issues. Recently, various papers have started to analyze the … impact of liquidity on ILB yields. This paper summarizes studies concerning ILB liquidity at a glance and adds a new … estimation strategy of the liquidity premium based on Campbell & Shiller's (1996) hypothetical ILB yields. We calculate the …

Persistent link: https://www.econbiz.de/10010251196

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